NeuroOne Medical Technologies Corp (NMTC)
1.13
+0.02
(+1.80%)
USD |
NASDAQ |
Apr 26, 16:00
1.12
-0.01
(-0.88%)
After-Hours: 20:00
NeuroOne Medical Technologies Max Drawdown (5Y): 98.03% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 98.03% |
| February 29, 2024 | 98.03% |
| January 31, 2024 | 98.03% |
| December 31, 2023 | 98.03% |
| November 30, 2023 | 98.03% |
| October 31, 2023 | 98.03% |
| September 30, 2023 | 98.03% |
| August 31, 2023 | 98.03% |
| July 31, 2023 | 98.03% |
| June 30, 2023 | 98.03% |
| May 31, 2023 | 98.03% |
| April 30, 2023 | 98.03% |
| March 31, 2023 | 98.03% |
| February 28, 2023 | 98.03% |
| January 31, 2023 | 98.03% |
| December 31, 2022 | 98.03% |
| November 30, 2022 | 98.03% |
| October 31, 2022 | 98.03% |
| September 30, 2022 | 98.03% |
| August 31, 2022 | 98.03% |
| July 31, 2022 | 98.03% |
| June 30, 2022 | 98.03% |
| May 31, 2022 | 98.03% |
| April 30, 2022 | 97.22% |
| March 31, 2022 | 95.92% |
| Date | Value |
|---|---|
| February 28, 2022 | 93.33% |
| January 31, 2022 | 93.33% |
| December 31, 2021 | 92.96% |
| November 30, 2021 | 92.06% |
| October 31, 2021 | 89.91% |
| September 30, 2021 | 89.60% |
| August 31, 2021 | 89.60% |
| July 31, 2021 | 89.60% |
| June 30, 2021 | 89.60% |
| May 31, 2021 | 89.60% |
| April 30, 2021 | 89.60% |
| March 31, 2021 | 89.60% |
| February 28, 2021 | 89.60% |
| January 31, 2021 | 89.60% |
| December 31, 2020 | 89.60% |
| November 30, 2020 | 89.60% |
| October 31, 2020 | 88.88% |
| September 30, 2020 | 88.43% |
| August 31, 2020 | 84.87% |
| July 31, 2020 | 84.87% |
| June 30, 2020 | 84.87% |
| May 31, 2020 | 83.43% |
| April 30, 2020 | 82.20% |
| March 31, 2020 | 79.98% |
| February 29, 2020 | 79.98% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
56.06%
Minimum
Apr 2019
98.03%
Maximum
May 2022
89.60%
Average
89.76%
Median
Max Drawdown (5Y) Benchmarks
| DIH Holding US Inc | -- |
| Align Technology Inc | 76.08% |
| ThermoGenesis Holdings Inc | 99.99% |
| SINTX Technologies Inc | 100.00% |
| Nutriband Inc | 95.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -53.09 |
| Beta (5Y) | 1.054 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 113.6% |
| Historical Sharpe Ratio (5Y) | -0.3462 |
| Historical Sortino (5Y) | -0.9002 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.57% |